+67.7%
ASML vs HDB
-26.0%
+93.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.9% | -10.0% |
| 7D | -19.0% | +13.3% | -32.3% | -23.6% |
| 30D | -25.9% | +10.2% | -36.1% | -29.3% |
| 3M | -19.1% | +3.6% | -22.6% | -20.9% |
| 6M | -5.7% | -0.5% | -5.2% | -6.9% |
| YTD | +27.6% | -32.4% | +60.0% | +50.2% |
| 1Y | +30.8% | -31.1% | +61.8% | +52.1% |
| 3Y | +116.2% | -12.6% | +128.8% | +110.7% |
| 5Y | +67.7% | -25.7% | +93.3% | +73.0% |
| All | +67.7% | -26.0% | +93.7% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling